Strategy Tester Report
AlpariUK-Demo (Build 225)
Symbol | USDCAD (US Dollar vs Canadian Dollar) | ||||
Period | 1 Hour (H1) 2009.12.01 00:00 - 2009.12.31 18:00 (2009.12.01 - 2010.01.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | period=200; period1=6; period2=6; stopmax=200; stopmin=100; Hours=72; Hours1=72; lot=0.1; magicBUY=101; magicSELL=201; magicBUY1=102; magicSELL1=202; | ||||
Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -214.69 | Gross profit | 415.11 | Gross loss | -629.80 |
Profit factor | 0.66 | Expected payoff | -6.93 | ||
Absolute drawdown | 309.24 | Maximal drawdown | 419.21 (4.15%) | Relative drawdown | 4.15% (419.21) |
Total trades | 31 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 31 (19.35%) |
Profit trades (% of total) | 6 (19.35%) | Loss trades (% of total) | 25 (80.65%) | ||
Largest | profit trade | 91.85 | loss trade | -25.57 | |
Average | profit trade | 69.19 | loss trade | -25.19 | |
Maximum | consecutive wins (profit in money) | 1 (91.85) | consecutive losses (loss in money) | 9 (-226.07) | |
Maximal | consecutive profit (count of wins) | 91.85 (1) | consecutive loss (count of losses) | -226.07 (9) | |
Average | consecutive wins | 1 | consecutive losses | 4 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 00:00 | buy | 1 | 0.10 | 1.05661 | 1.05397 | 0.00000 | ||
2 | 2009.12.01 00:46 | s/l | 1 | 0.10 | 1.05397 | 1.05397 | 0.00000 | -25.06 | 9974.94 |
3 | 2009.12.01 00:46 | buy | 2 | 0.10 | 1.05434 | 1.05170 | 0.00000 | ||
4 | 2009.12.01 08:16 | s/l | 2 | 0.10 | 1.05170 | 1.05170 | 0.00000 | -25.11 | 9949.83 |
5 | 2009.12.01 08:16 | buy | 3 | 0.10 | 1.05207 | 1.04943 | 0.00000 | ||
6 | 2009.12.01 09:16 | s/l | 3 | 0.10 | 1.04943 | 1.04943 | 0.00000 | -25.18 | 9924.65 |
7 | 2009.12.01 09:16 | buy | 4 | 0.10 | 1.04903 | 1.04639 | 0.00000 | ||
8 | 2009.12.01 10:03 | s/l | 4 | 0.10 | 1.04639 | 1.04639 | 0.00000 | -25.24 | 9899.41 |
9 | 2009.12.01 10:03 | buy | 5 | 0.10 | 1.04674 | 1.04410 | 0.00000 | ||
10 | 2009.12.01 14:15 | s/l | 5 | 0.10 | 1.04410 | 1.04410 | 0.00000 | -25.29 | 9874.12 |
11 | 2009.12.01 14:15 | buy | 6 | 0.10 | 1.04440 | 1.04176 | 0.00000 | ||
12 | 2009.12.01 17:15 | s/l | 6 | 0.10 | 1.04176 | 1.04176 | 0.00000 | -25.35 | 9848.77 |
13 | 2009.12.01 17:15 | buy | 7 | 0.10 | 1.04213 | 1.03949 | 0.00000 | ||
14 | 2009.12.04 18:00 | close | 7 | 0.10 | 1.05145 | 1.03949 | 0.00000 | 88.12 | 9936.89 |
15 | 2009.12.04 18:02 | buy | 8 | 0.10 | 1.05192 | 1.04928 | 0.00000 | ||
16 | 2009.12.07 18:50 | s/l | 8 | 0.10 | 1.04928 | 1.04928 | 0.00000 | -25.29 | 9911.60 |
17 | 2009.12.07 18:50 | buy | 9 | 0.10 | 1.04877 | 1.04613 | 0.00000 | ||
18 | 2009.12.10 19:00 | close | 9 | 0.10 | 1.05343 | 1.04613 | 0.00000 | 43.72 | 9955.32 |
19 | 2009.12.10 19:02 | buy | 10 | 0.10 | 1.05516 | 1.05252 | 0.00000 | ||
20 | 2009.12.10 19:45 | s/l | 10 | 0.10 | 1.05252 | 1.05252 | 0.00000 | -25.09 | 9930.23 |
21 | 2009.12.10 19:45 | buy | 11 | 0.10 | 1.05280 | 1.05016 | 0.00000 | ||
22 | 2009.12.10 20:50 | s/l | 11 | 0.10 | 1.05016 | 1.05016 | 0.00000 | -25.15 | 9905.08 |
23 | 2009.12.10 20:50 | buy | 12 | 0.10 | 1.05042 | 1.04778 | 0.00000 | ||
24 | 2009.12.14 00:00 | close | 12 | 0.10 | 1.06018 | 1.04778 | 0.00000 | 91.85 | 9996.94 |
25 | 2009.12.14 00:02 | buy | 13 | 0.10 | 1.06123 | 1.05859 | 0.00000 | ||
26 | 2009.12.14 00:15 | s/l | 13 | 0.10 | 1.05859 | 1.05859 | 0.00000 | -24.95 | 9971.99 |
27 | 2009.12.14 00:15 | buy | 14 | 0.10 | 1.05913 | 1.05649 | 0.00000 | ||
28 | 2009.12.15 05:10 | s/l | 14 | 0.10 | 1.05649 | 1.05649 | 0.00000 | -25.10 | 9946.88 |
29 | 2009.12.15 05:10 | buy | 15 | 0.10 | 1.05695 | 1.05431 | 0.00000 | ||
30 | 2009.12.18 06:00 | close | 15 | 0.10 | 1.06568 | 1.05431 | 0.00000 | 81.40 | 10028.29 |
31 | 2009.12.18 06:02 | buy | 16 | 0.10 | 1.06647 | 1.06383 | 0.00000 | ||
32 | 2009.12.18 12:32 | s/l | 16 | 0.10 | 1.06383 | 1.06383 | 0.00000 | -24.82 | 10003.47 |
33 | 2009.12.18 12:32 | buy | 17 | 0.10 | 1.06410 | 1.06146 | 0.00000 | ||
34 | 2009.12.21 11:50 | s/l | 17 | 0.10 | 1.06146 | 1.06146 | 0.00000 | -24.98 | 9978.48 |
35 | 2009.12.21 11:50 | buy | 18 | 0.10 | 1.06182 | 1.05918 | 0.00000 | ||
36 | 2009.12.21 13:15 | s/l | 18 | 0.10 | 1.05918 | 1.05918 | 0.00000 | -24.95 | 9953.53 |
37 | 2009.12.21 13:15 | buy | 19 | 0.10 | 1.05873 | 1.05609 | 0.00000 | ||
38 | 2009.12.21 13:45 | s/l | 19 | 0.10 | 1.05609 | 1.05609 | 0.00000 | -25.00 | 9928.53 |
39 | 2009.12.21 13:45 | buy | 20 | 0.10 | 1.05644 | 1.05380 | 0.00000 | ||
40 | 2009.12.21 15:50 | s/l | 20 | 0.10 | 1.05380 | 1.05380 | 0.00000 | -25.06 | 9903.47 |
41 | 2009.12.21 15:50 | buy | 21 | 0.10 | 1.05413 | 1.05149 | 0.00000 | ||
42 | 2009.12.23 13:32 | s/l | 21 | 0.10 | 1.05149 | 1.05149 | 0.00000 | -25.32 | 9878.16 |
43 | 2009.12.23 13:32 | buy | 22 | 0.10 | 1.05202 | 1.04938 | 0.00000 | ||
44 | 2009.12.23 13:50 | s/l | 22 | 0.10 | 1.04938 | 1.04938 | 0.00000 | -25.16 | 9853.00 |
45 | 2009.12.23 13:50 | buy | 23 | 0.10 | 1.04967 | 1.04703 | 0.00000 | ||
46 | 2009.12.23 17:50 | s/l | 23 | 0.10 | 1.04703 | 1.04703 | 0.00000 | -25.21 | 9827.79 |
47 | 2009.12.23 17:50 | buy | 24 | 0.10 | 1.04767 | 1.04503 | 0.00000 | ||
48 | 2009.12.24 12:50 | s/l | 24 | 0.10 | 1.04503 | 1.04503 | 0.00000 | -25.57 | 9802.21 |
49 | 2009.12.24 12:50 | buy | 25 | 0.10 | 1.04545 | 1.04281 | 0.00000 | ||
50 | 2009.12.28 00:00 | close | 25 | 0.10 | 1.04784 | 1.04281 | 0.00000 | 22.60 | 9824.82 |
51 | 2009.12.28 00:02 | buy | 26 | 0.10 | 1.04826 | 1.04562 | 0.00000 | ||
52 | 2009.12.28 04:20 | s/l | 26 | 0.10 | 1.04562 | 1.04562 | 0.00000 | -25.25 | 9799.57 |
53 | 2009.12.28 04:20 | buy | 27 | 0.10 | 1.04626 | 1.04362 | 0.00000 | ||
54 | 2009.12.28 16:50 | s/l | 27 | 0.10 | 1.04362 | 1.04362 | 0.00000 | -25.31 | 9774.26 |
55 | 2009.12.28 16:50 | buy | 28 | 0.10 | 1.04372 | 1.04108 | 0.00000 | ||
56 | 2009.12.29 09:20 | s/l | 28 | 0.10 | 1.04108 | 1.04108 | 0.00000 | -25.46 | 9748.79 |
57 | 2009.12.29 09:20 | buy | 29 | 0.10 | 1.04166 | 1.03902 | 0.00000 | ||
58 | 2009.12.29 12:45 | s/l | 29 | 0.10 | 1.03902 | 1.03902 | 0.00000 | -25.42 | 9723.37 |
59 | 2009.12.29 12:45 | buy | 30 | 0.10 | 1.03929 | 1.03665 | 0.00000 | ||
60 | 2009.12.29 14:50 | s/l | 30 | 0.10 | 1.03665 | 1.03665 | 0.00000 | -25.47 | 9697.90 |
61 | 2009.12.29 14:50 | buy | 31 | 0.10 | 1.03726 | 1.03462 | 0.00000 | ||
62 | 2009.12.31 18:57 | close at stop | 31 | 0.10 | 1.04645 | 1.03462 | 0.00000 | 87.41 | 9785.31 |